Existential anxiety (EA) is an expression of being occupied with ultimate concerns such as death, meaninglessness, and fundamental loneliness. Philosophers and psychologists have claimed its importance for the study of human thinking, emotion, decision making, and psychopathology. Until now research has mainly focused on death anxiety. Several death anxiety instruments have been developed and evaluated. This article is the first to review instruments measuring EA in a comprehensive way, that is, by covering several existential themes. Such instruments might be useful to gain insight in the interrelatedness of the aspects of EA, and application in clinical practice. Four models of EA were reviewed and compared resulting in a working definition. This definition was used to develop a search strategy that, after an initial screening, yielded 532 potentially relevant articles. A total of 78 instruments were identified, most of them measuring death anxiety. Five instruments were included that had a comprehensive perspective on EA. These were further evaluated using the consensus-based standards for the selection of health measurement instruments (COSMIN) criteria for publications about test development. The Existential Anxiety Questionnaire, turned out to be the most thoroughly examined, with promising results. The article concludes with recommendations about development and use of EA instruments.